// .........................................................................
// Title: build_params.do
//
// Defines global parameters used in the build and analysis
// .........................................................................

* Min/max holdings ratios for acceptable holdings coverage
global max_holdings_ratio = 1.5
global min_holdings_ratio = 0

* Great Recession event window
global ex_ante_positions = tq(2007q1)
global min_security_window = td(01jun2007)
global max_security_window = td(31dec2008)
global ex_ante_positions_m = mofd(dofq($ex_ante_positions))
global min_security_window_w = wofd($min_security_window)
global max_security_window_w = wofd($max_security_window)

* COVID event window
global ex_ante_positions_covid = tq(2019q4)
global min_security_window_covid = td(01jan2020)
global max_security_window_covid = td(31mar2020)
global ex_ante_positions_covid_m = mofd(dofq($ex_ante_positions_covid))
global max_security_window_covid_w = wofd($max_security_window_covid)
global min_security_window_covid_w = wofd($min_security_window_covid)

* PANIC-16 event window
global ex_ante_positions_p16 = tq(2014q2)
global min_security_window_p16 = td(01aug2014)
global max_security_window_p16 = td(28feb2016)
global ex_ante_positions_p16_m = mofd(dofq($ex_ante_positions_p16))
global max_security_window_p16_w = wofd($max_security_window_p16)
global min_security_window_p16_w = wofd($min_security_window_p16)

* PANIC-11 event window **
global ex_ante_positions_p11 = tq(2011q1)
global min_security_window_p11 = td(01apr2011)
global max_security_window_p11 = td(31oct2011)
global ex_ante_positions_p11_m = mofd(dofq($ex_ante_positions_p11))
global max_security_window_p11_w = wofd($max_security_window_p11)
global min_security_window_p11_w = wofd($min_security_window_p11)

* List of EMU countries
global  eu1  `""LUX","IRL","ITA","DEU","FRA","ESP","GRC","NLD","AUT" "'
global  eu2  `""BEL","FIN","PRT","CYP","EST","LAT","LTU","SVK","SVN" "'
global  eu3  `""MLT","EMU","LVA" "
